Access Statistics for Lucio Sarno

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Country Financial Accelerator: Evidence from North America and Europe 0 0 0 166 0 0 1 625
An Economic Evaluation of Empirical Exchange Rate Models 0 1 1 414 0 1 4 785
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 0 0 0 306 0 1 1 1,113
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 0 0 2 153 0 1 12 585
Arbitrage in the foreign exchange market: Turning on the microscope 0 0 0 467 1 2 2 1,769
Assessing the benefits of international portfolio diversification in bonds and stocks 0 1 1 315 0 1 1 1,310
Asset Prices and International Spillovers: An Empirical Investigation 0 0 0 54 0 0 0 205
Asset Prices, Exchange Rates and the Current Account 0 0 0 52 0 0 1 234
Asset prices, exchange rates and the current account 0 0 0 131 2 2 5 323
Asset prices, exchange rates and the current account 0 0 0 378 3 3 5 971
Business Cycles and Currency Returns 0 0 0 48 1 1 2 162
Business Cycles and Currency Returns 0 0 0 24 0 0 2 89
Carry Trades and Global FX Volatility 1 1 2 425 2 3 13 1,010
Carry Trades and Global Foreign Exchange Volatility 0 1 1 254 0 3 7 571
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 62 0 0 0 294
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 65 0 0 0 205
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 56 0 0 0 209
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 0 1 1 341
Currency Momentum Strategies 0 0 1 279 3 5 23 1,519
Currency Momentum Strategies 0 0 2 148 0 0 6 522
Currency Momentum Strategies 0 0 2 102 0 3 11 434
Currency Premia and Global Imbalances 0 2 2 110 4 7 9 351
Currency Risk Premia Redux 0 0 1 6 0 1 8 23
Currency Value 0 0 0 111 2 3 4 179
Currency risk premiums redux? 0 0 0 7 2 4 6 21
Does the law of one price hold in international financial markets? Evidence from tick data 0 0 0 98 0 0 0 254
European Capital Flows and Regional Risk 0 0 0 0 0 0 0 382
Exchange Rate Forecasting, Order Flow and Macroeconomic Information 0 0 1 174 0 3 7 524
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 0 0 0 261 0 0 2 621
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 174 0 1 4 394
Exchange Rates and Sovereign Risk 0 0 1 16 2 2 7 50
Exchange rate forecasting, order flow and macroeconomic information 0 0 1 299 0 0 3 642
Federal Funds Rate Prediction 0 0 0 207 1 2 5 1,931
Federal Funds Rate Prediction 0 0 0 482 0 0 1 6,430
Federal funds rate prediction 0 0 0 329 1 2 4 1,548
Foreign Exchange Intervention: A New Database 0 0 3 41 2 2 5 139
Foreign Exchange Risk and the Predictability of Carry Trade Returns 0 0 1 151 2 3 6 345
Foreign Exchange Volume 0 1 2 13 1 3 7 53
Foreign currency lending 0 0 0 44 1 1 3 272
Foreign exchange intervention: A new database 0 0 0 5 0 0 4 16
Foreign exchange intervention: A new database 0 0 1 57 2 3 7 83
Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation 0 0 0 0 0 0 0 591
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 0 0 0 635 2 3 8 1,526
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 0 0 0 0 0 0 2 2
How well do monetary fundamentals forecast exchange rates? 0 0 4 821 0 0 5 2,511
Information flows in foreign exchange markets: dissecting customer currency trades 0 1 1 136 0 1 4 485
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 0 0 365 0 0 0 519
Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes 0 0 0 1 1 1 2 401
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 213 0 0 1 598
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 0 238 1 2 8 646
Monetary policy and learning in an open economy 0 0 0 148 0 0 0 439
Monetary policy and learning in an open economy 0 0 0 19 0 1 1 138
New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market 0 0 0 174 1 1 2 385
Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study 0 0 0 289 0 2 2 921
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 0 133 0 0 1 410
Non-Standard Errors 0 0 1 27 1 5 29 152
Non-Standard Errors 0 0 3 44 4 6 36 444
Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 0 0 0 203 0 0 3 694
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 0 82 0 1 3 339
Nonlinear Exchange Rate Models: A Selective Overview 0 0 1 348 1 1 3 528
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 1 1 954 0 2 5 2,031
Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 303 1 1 2 691
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 161 0 1 2 463
Nonstandard Errors 0 0 3 3 0 0 20 20
Nonstandard errors 0 0 3 11 1 7 31 52
Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? 0 2 4 927 0 3 14 2,352
Properties of Foreign Exchange Risk Premia 1 1 2 152 1 1 6 421
Properties of Foreign Exchange Risk Premiums 0 1 2 82 0 2 4 261
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 2 166
Purchasing Power Parity and the Real Exchange Rate 0 1 4 1,198 1 4 11 3,802
Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion 0 0 0 0 1 1 3 851
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK 0 0 0 0 0 1 2 699
Risks and Risk Premia in the US Treasury Market 0 0 0 0 1 1 2 2
Risky Bank Guarantees 0 0 0 14 0 0 1 68
Risky bank guarantees 0 0 0 22 2 2 2 51
Saving-Investment Correlations: Transitory versus Permanent 0 0 0 0 0 0 0 482
Spot and Forward Volatility in Foreign Exchange 0 1 2 577 2 4 12 1,858
The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period 0 0 1 389 0 0 3 1,336
The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation 0 0 0 564 0 0 0 3,172
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 125 1 2 3 429
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value 0 0 0 108 0 0 3 461
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 1 1 5 803
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 522 0 1 4 1,314
The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence 0 0 0 219 0 0 2 604
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 0 43 1 2 2 172
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 1 114 0 0 4 222
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 0 246 2 4 10 627
The Scapegoat Theory of Exchange Rates: The First Tests 0 0 1 63 0 0 2 221
The Scapegoat Theory of Exchange Rates: The First Tests 0 0 0 58 0 0 1 259
The Term Structure Of Euromarket Interest Rates: Some New Evidence 0 0 0 194 1 1 3 297
The cost of foreign-currency lending 0 0 0 0 0 0 2 16
The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation 0 0 0 527 0 1 2 2,133
The efficient market hypothesis and identification in structural VARs 0 0 0 253 0 0 0 884
The empirical failure of the expectations hypothesis of the term structure of bond yields 0 0 0 383 0 0 0 815
The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value 0 0 0 222 0 0 0 749
The scapegoat theory of exchange rates: the first tests 0 0 0 34 1 3 5 163
The scapegoat theory of exchange rates: the first tests 0 0 0 89 0 0 1 432
Volatility Risk Premia and Exchange Rate Predictability 0 0 1 65 2 4 6 185
What Do Stock Markets Tell Us About Exchange Rates? 0 0 0 43 0 0 3 121
What Drives International Portfolio Flows? 0 0 0 102 1 4 9 275
What do stock markets tell us about exchange rates? 1 1 2 89 2 4 8 172
What's unique about the federal funds rate? evidence from a spectral perspective 0 0 0 114 1 2 3 580
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 0 1 133 0 1 6 268
When is foreign exchange intervention effective? Evidence from 33 countries 0 1 2 99 1 4 11 184
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 0 0 3 271
Total Working Papers 3 17 65 20,023 67 152 519 70,698
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A century of equity premium predictability and the consumption-wealth ratio: An international perspective 0 0 0 92 1 1 6 316
A cross-country financial accelerator: Evidence from North America and Europe 0 0 0 96 0 0 0 255
Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 0 1 1 88 0 1 1 311
An Economic Evaluation of Empirical Exchange Rate Models 0 0 4 128 0 0 10 305
An empirical investigation of asset price bubbles in Latin American emerging financial markets 0 0 0 186 0 0 0 522
Arbitrage in the foreign exchange market: Turning on the microscope 2 7 20 393 3 12 56 1,433
Asset prices, exchange rates and the current account 0 0 0 119 1 2 6 393
Business cycles and currency returns 0 0 5 43 1 1 14 149
CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY 0 0 0 32 0 0 0 157
Capital Flows to Developing Countries: Long- and Short-Term Determinants 0 0 0 4 0 0 5 1,423
Carry Trades and Global Foreign Exchange Volatility 0 0 3 210 2 4 24 641
Comparing the accuracy of density forecasts from competing models 0 0 0 87 0 0 0 270
Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon 0 0 0 4 0 0 1 59
Currency Premia and Global Imbalances 0 0 2 99 0 0 5 395
Currency Risk Premiums Redux 0 0 1 2 1 3 5 11
Currency Value 0 0 2 78 1 4 11 259
Currency momentum strategies 2 6 13 414 4 15 53 1,355
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 1 6 190 2 4 15 466
Does the law of one price hold in international financial markets? Evidence from tick data 0 0 1 123 0 0 4 597
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 0 3 128 1 1 7 287
Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison 0 0 0 1 0 0 0 4
European Capital Flows and Regional Risk 0 0 1 81 0 0 2 318
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 1 211 0 2 9 550
Exchange Rates and Sovereign Risk 1 1 4 8 3 7 15 31
Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation 0 0 1 33 0 1 3 181
Exchange rate and interest rate volatility in the European Monetary System: some further results 0 0 0 49 1 2 5 172
Exchange rate forecasting, order flow and macroeconomic information 0 2 5 314 1 6 20 910
Exchange rates and fundamentals: evidence on the economic value of predictability 0 0 2 237 0 0 12 629
Federal Funds Rate Prediction 0 0 0 0 0 0 6 843
Foreign Exchange Intervention: A New Database 1 3 7 11 1 6 20 38
Foreign Exchange Volume 0 0 3 10 4 7 15 44
Foreign exchange risk and the predictability of carry trade returns 0 0 2 52 0 0 8 190
Global liquidity risk in the foreign exchange market 0 0 1 82 0 0 5 397
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation 0 0 1 335 1 2 5 1,020
How the Subprime Crisis went global: Evidence from bank credit default swap spreads 0 0 3 146 0 2 8 517
How well do monetary fundamentals forecast exchange rates? 0 0 2 710 0 0 6 1,949
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 1 2 3 138
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum 0 0 0 289 0 0 4 1,088
Mean reversion in stock index futures markets: A nonlinear analysis 0 0 0 5 0 1 5 37
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 1 232 0 0 3 718
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 0 1 0 0 2 8
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 158 1 1 2 546
Monetary Policy Rules, Asset Prices, and Exchange Rates 0 0 1 46 0 1 6 168
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests 0 0 0 518 0 0 5 1,130
New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market 0 0 0 0 0 2 2 12
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 0 1 0 1 1 7
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 0 0 1 288
Nonlinear Exchange Rate Models: A Selective Overview 0 0 0 25 1 2 13 148
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 2 2 5 808
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study 0 0 0 249 0 0 3 702
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 76 0 0 1 262
Nonstandard Errors 0 1 22 38 2 11 94 134
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? 0 2 9 1,071 0 5 48 2,712
Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity 0 0 0 142 0 1 1 498
Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis 0 0 0 177 0 0 0 795
Properties of foreign exchange risk premiums 0 0 1 92 1 3 6 299
Purchasing Power Parity and the Real Exchange Rate 0 0 17 1,992 2 6 41 4,753
Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis 0 0 1 290 0 0 4 767
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K 0 0 0 111 0 1 3 276
Real exchange rate behavior in the Middle East: a re-examination 0 0 0 62 0 2 5 255
Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 0 0 0 149 1 1 3 396
Real exchange rates under the recent float: unequivocal evidence of mean reversion 0 0 0 120 1 2 4 361
Risks and risk premia in the US Treasury market 0 0 2 5 1 3 11 16
Risky bank guarantees 0 0 1 19 0 3 7 77
Savings-Investment Correlations: Transitory versus Permanent 0 0 0 0 0 0 2 401
Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison 0 1 1 3 0 1 3 10
Special issue on advances in international money, macro and finance 0 0 0 44 1 1 2 139
Speculative Bubbles in U.K. House Prices: Some New Evidence 0 0 1 4 1 2 6 15
Spot and forward volatility in foreign exchange 0 1 3 144 0 2 11 522
Stochastic growth: Empirical evidence from the G7 countries 0 0 1 11 1 4 6 145
Systematic sampling and real exchange rates 0 0 0 24 0 1 1 89
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 66 0 1 2 268
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 0 0 0 1 0 1 3 19
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 0 0 0 58 0 1 1 194
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 1 2 116 0 3 11 380
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 1 160 0 0 2 523
The behavior of US public debt: a nonlinear perspective 0 0 0 127 0 0 2 366
The behavior of real exchange rates during the post-Bretton Woods period 0 0 2 414 0 1 13 1,131
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 0 1 13 0 0 3 54
The cost of foreign-currency lending 0 0 0 8 3 5 11 45
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation 0 0 0 284 0 0 6 1,120
The economic value of predicting bond risk premia 0 1 2 38 0 2 7 124
The efficient market hypothesis and identification in structural VARs 0 0 1 163 0 8 10 900
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value 0 0 1 201 1 1 3 699
The market for lemmings: The herding behavior of pension funds 0 0 0 32 0 1 3 134
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 0 1 3 336 0 3 9 929
The scapegoat theory of exchange rates: the first tests 0 0 2 90 0 1 6 339
The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence 0 0 0 8 0 0 1 28
Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers 0 0 1 9 0 0 4 31
Timing exchange rates using order flow: The case of the Loonie 0 0 0 36 1 2 4 151
Toward a new paradigm in open economy modeling: where do we stand? 0 0 1 26 0 0 4 93
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 0 0 1 387 0 0 11 788
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 0 0 0 5 0 0 5 26
Volatility risk premia and exchange rate predictability 0 0 4 120 1 6 21 410
What Do Stock Markets Tell Us about Exchange Rates? 0 0 3 33 0 0 13 134
What drives international portfolio flows? 0 0 3 69 0 0 11 207
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* 0 0 0 30 0 0 1 175
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 1 3 8 0 1 5 19
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 1 8 128 0 5 27 523
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 2 60 1 1 10 171
Total Journal Articles 6 31 196 13,939 51 187 885 46,098
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Economics of Exchange Rates 0 0 0 0 3 9 44 769
Total Books 0 0 0 0 3 9 44 769


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003 0 0 0 0 1 2 2 2
Total Chapters 0 0 0 0 1 2 2 2


Statistics updated 2025-09-05